The Chicago Manual of Style, fifteenth edition (2003) agrees with Microsoft Word's punctuation checker. Here is the relevant paragraph in Chicago:
6.40 Repeated adjective. When an adjective is repeated before a noun, a comma normally appears between the pair.
"You're a bad, bad dog!"
Many, many people have enjoyed the book.
To spot-check the general validity of Chicago's assertion that "a comma normally appears between the pair of repeated adjectives, I ran a Google Books search for "cold cold ground"—and sure enough, the vast majority of matches include a comma after the first word cold.
This is in keeping with the common notion that the comma should be omitted when the first adjective modifies the second (as in "the freezing cold ground"), but that it should be included if both adjectives directly modify the following noun (as in "the cold, wet ground"). In the case of "cold, cold ground," the first instance of cold isn't modifying the second instance of the same word (as if the author were answering the question "What kind of cold was the ground?" with the explanation "Cold cold"); rather, both instances of cold are directly modifying ground, with the intensification of the sense of cold coming from the repetition of the idea of "cold ground."
It's just one style guide's opinion, of course, but I think that in this case Chicago has aligned its recommendation with the more common historical way of punctuating duplicate adjectives.